X-Git-Url: https://code.communitydata.science/ml_measurement_error_public.git/blobdiff_plain/d8bc08f18f8c2128369ee959196e0e6080a11689..fa05dbab6bd2c5db6ed4eccf38cff03bb4fd6683:/simulations/measerr_methods.R diff --git a/simulations/measerr_methods.R b/simulations/measerr_methods.R index 63f8bc1..fdc4978 100644 --- a/simulations/measerr_methods.R +++ b/simulations/measerr_methods.R @@ -19,14 +19,29 @@ library(bbmle) ## outcome_formula <- y ~ x + z; proxy_formula <- w_pred ~ y + x + z + x:z + x:y + z:y measerr_mle_dv <- function(df, outcome_formula, outcome_family=binomial(link='logit'), proxy_formula, proxy_family=binomial(link='logit'),method='optim'){ + df.obs <- model.frame(outcome_formula, df) + proxy.model.matrix <- model.matrix(proxy_formula, df) + proxy.variable <- all.vars(proxy_formula)[1] + + df.proxy.obs <- model.frame(proxy_formula,df) + proxy.obs <- with(df.proxy.obs, eval(parse(text=proxy.variable))) + + response.var <- all.vars(outcome_formula)[1] + y.obs <- with(df.obs,eval(parse(text=response.var))) + outcome.model.matrix <- model.matrix(outcome_formula, df.obs) + + df.unobs <- df[is.na(df[[response.var]])] + df.unobs.y1 <- copy(df.unobs) + df.unobs.y1[[response.var]] <- 1 + df.unobs.y0 <- copy(df.unobs) + df.unobs.y0[[response.var]] <- 0 + + outcome.model.matrix.y1 <- model.matrix(outcome_formula, df.unobs.y1) + proxy.model.matrix.y1 <- model.matrix(proxy_formula, df.unobs.y1) + proxy.model.matrix.y0 <- model.matrix(proxy_formula, df.unobs.y0) + proxy.unobs <- with(df.unobs, eval(parse(text=proxy.variable))) nll <- function(params){ - df.obs <- model.frame(outcome_formula, df) - proxy.variable <- all.vars(proxy_formula)[1] - proxy.model.matrix <- model.matrix(proxy_formula, df) - response.var <- all.vars(outcome_formula)[1] - y.obs <- with(df.obs,eval(parse(text=response.var))) - outcome.model.matrix <- model.matrix(outcome_formula, df.obs) param.idx <- 1 n.outcome.model.covars <- dim(outcome.model.matrix)[2] @@ -39,12 +54,9 @@ measerr_mle_dv <- function(df, outcome_formula, outcome_family=binomial(link='lo ll.y.obs[y.obs==0] <- plogis(outcome.params %*% t(outcome.model.matrix[y.obs==0,]),log=TRUE,lower.tail=FALSE) } - df.obs <- model.frame(proxy_formula,df) n.proxy.model.covars <- dim(proxy.model.matrix)[2] proxy.params <- params[param.idx:(n.proxy.model.covars+param.idx-1)] - param.idx <- param.idx + n.proxy.model.covars - proxy.obs <- with(df.obs, eval(parse(text=proxy.variable))) if( (proxy_family$family=="binomial") & (proxy_family$link=='logit')){ ll.w.obs <- vector(mode='numeric',length=dim(proxy.model.matrix)[1]) @@ -53,15 +65,8 @@ measerr_mle_dv <- function(df, outcome_formula, outcome_family=binomial(link='lo } ll.obs <- sum(ll.y.obs + ll.w.obs) - - df.unobs <- df[is.na(df[[response.var]])] - df.unobs.y1 <- copy(df.unobs) - df.unobs.y1[[response.var]] <- 1 - df.unobs.y0 <- copy(df.unobs) - df.unobs.y0[[response.var]] <- 0 ## integrate out y - outcome.model.matrix.y1 <- model.matrix(outcome_formula, df.unobs.y1) if((outcome_family$family == "binomial") & (outcome_family$link == 'logit')){ ll.y.unobs.1 <- vector(mode='numeric', length=dim(outcome.model.matrix.y1)[1]) @@ -70,10 +75,6 @@ measerr_mle_dv <- function(df, outcome_formula, outcome_family=binomial(link='lo ll.y.unobs.0 <- plogis(outcome.params %*% t(outcome.model.matrix.y1),log=TRUE,lower.tail=FALSE) } - proxy.model.matrix.y1 <- model.matrix(proxy_formula, df.unobs.y1) - proxy.model.matrix.y0 <- model.matrix(proxy_formula, df.unobs.y0) - proxy.unobs <- with(df.unobs, eval(parse(text=proxy.variable))) - if( (proxy_family$family=="binomial") & (proxy_family$link=='logit')){ ll.w.unobs.1 <- vector(mode='numeric',length=dim(proxy.model.matrix.y1)[1]) ll.w.unobs.0 <- vector(mode='numeric',length=dim(proxy.model.matrix.y0)[1]) @@ -431,7 +432,7 @@ measerr_irr_mle <- function(df, outcome_formula, outcome_family=gaussian(), code ## Experimental, and does not work. measerr_irr_mle_dv <- function(df, outcome_formula, outcome_family=binomial(link='logit'), coder_formulas=list(y.obs.0~y+w_pred+y.obs.1,y.obs.1~y+w_pred+y.obs.0), proxy_formula=w_pred~y, proxy_family=binomial(link='logit'),method='optim'){ integrate.grid <- expand.grid(replicate(1 + length(coder_formulas), c(0,1), simplify=FALSE)) - print(integrate.grid) +# print(integrate.grid) outcome.model.matrix <- model.matrix(outcome_formula, df) @@ -527,8 +528,8 @@ measerr_irr_mle_dv <- function(df, outcome_formula, outcome_family=binomial(link ## likelihood of observed data target <- -1 * sum(lls) - print(target) - print(params) +# print(target) +# print(params) return(target) } }